A regime-based, rules-driven mix of leveraged equity bets and volatility hedges. It rotates among QQQ/TECL/SPXL and hedges (UVXY, VIXM, SVOL, SVXY) plus bonds, guided by momentum, trend, and risk signals to adapt to market regimes.

This is a rules-based, regime-aware strategy. It separates assets into themes (risk-on, volatility hedges, bonds) and uses momentum and risk signals to decide which assets to buy or scale back. The core logic uses RSI (momentum) and price signals to rotate between leveraged equity bets (like TECL and SPXL) for growth when conditions look healthy, and volatility/defensive hedges (UVXY, VIXM, VIXY, SVOL, SVXY, BND/IEF/TLT) to protect when risk rises. Within each theme, a series of nested if/then decisions select the best candidates (top/bottom by momentum or risk metrics) and assign weights (often with a cap like 100 total units across chosen assets). The final target allocation blends these group allocations, updating as signals change. The approach emphasizes diversification across stock exposure, sector tilt, and volatility hedging, with risk metrics (standard deviation, max drawdown) limiting exposure during stressed periods. It is designed for periodic rebalancing, using a fixed budget of capital (e.g., 100 weight units) distributed among the chosen assets.

Out-of-sample, this strategy delivers ~49% annualized return with Calmar ~1.59, outperforming SPY on a risk-adjusted basis despite higher drawdowns. It rotates leveraged equities and volatility hedges to grow while protecting in regime shifts.